On Optimal Transport of Matrix-Valued Measures
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Spaces of measures, convergence of measures (28A33) Functions whose values are linear operators (operator- and matrix-valued functions, etc., including analytic and meromorphic ones) (47A56) Variational problems in a geometric measure-theoretic setting (49Q20) Optimal transportation (49Q22) Metric geometry (51F99) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20)
Abstract: We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization problems. The main object of our attention is the Kantorovich-Bures metric space, which is a matricial analogue of the Wasserstein and Hellinger-Kantorovich metric spaces. We establish some topological, metric and geometric properties of this space, which includes the existence of the optimal transportation path.
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(27)- An efficient algorithm for matrix-valued and vector-valued optimal mass transport
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